title: The frequentist implications of optional stopping on Bayesian hypothesis tests.
abstract: Null hypothesis significance testing (NHST) is the most commonly used statistical methodology in psychology. The probability of achieving a value as extreme or more extreme than the statistic obtained from the data is evaluated, and if it is low enough, the null hypothesis is rejected. However, because common experimental practice often clashes with the assumptions underlying NHST, these calculated probabilities are often incorrect. Most commonly, experimenters use tests that assume that sample sizes are fixed in advance of data collection but then use the data to determine when to stop; in the limit, experimenters can use data monitoring to guarantee that the null hypothesis will be rejected. Bayesian hypothesis testing (BHT) provides a solution to these ills because the stopping rule used is irrelevant to the calculation of a Bayes factor. In addition, there are strong mathematical guarantees on the frequentist properties of BHT that are comforting for researchers concerned that stopping rules could influence the Bayes factors produced. Here, we show that these guaranteed bounds have limited scope and often do not apply in psychological research. Specifically, we quantitatively demonstrate the impact of optional stopping on the resulting Bayes factors in two common situations: (1) when the truth is a combination of the hypotheses, such as in a heterogeneous population, and (2) when a hypothesis is composite-taking multiple parameter values-such as the alternative hypothesis in a t-test. We found that, for these situations, while the Bayesian interpretation remains correct regardless of the stopping rule used, the choice of stopping rule can, in some situations, greatly increase the chance of experimenters finding evidence in the direction they desire. We suggest ways to control these frequentist implications of stopping rules on BHT.
authors.affiliation: Department of Psychology, University of Warwick, Coventry, CV4 7AL, UK, A.N.Sanborn@warwick.ac.uk.
authors.forename: Adam N
authors.initials: AN
authors.lastname: Sanborn
authors.forename: Thomas T
authors.initials: TT
authors.lastname: Hills
mesh_terms: D001499:Bayes Theorem; D035843:Biomedical Research / Q000592:standards*; D003627:Data Interpretation, Statistical; D006801:Humans; D011584:Psychology / Q000379:methods* / Q000592:standards; D012107:Research Design / Q000592:standards*